Monte Carlo comparison of seven normality tests.

This article studies seven different tests of normality. The tests in question are Kolmogorov-Smirnov, Anderson-Darling, Kuiper, Jarque-Bera, Cramer von Mises, Shapiro-Wilk, and Vasicek. Each test is described and power comparisons are made by using Monte Carlo computations under various alternatives. The results are discussed and interpreted separately. [ABSTRACT FROM AUTHOR]